WisdomTree Mortgage Value At Risk
| MTGP Etf | | | USD 44.31 -0.07 -0.16% |
WisdomTree Mortgage value at risk lookup summarizes this and related technical indicators for WisdomTree Mortgage Plus. Coverage depends on data availability and normalization;
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Correlation Analysis to better understand diversified portfolio construction. Clearer exposure analysis supports long-term portfolio balance. This includes a position in WisdomTree Mortgage Plus in the portfolio view. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in census.
WisdomTree Mortgage Plus has current Value At Risk of
-0.43. Value At Risk (or VAR) is a statistical technique used to measure the level of financial risk of investment instrument over a specific time frame. It is a widely used measure of the risk of loss on a specific investing instrument.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -0.43 | |
WisdomTree Mortgage Value At Risk Peers Comparison
WisdomTree Value At Risk Relative To Other Indicators
WisdomTree Mortgage Plus is rated
below average for value at risk among related ETFs. It is currently under evaluation for maximum drawdown among related ETFs .
Value At Risk is used by risk managers in order to measure and control the level of risk which the firm undertakes. The risk manager job is to ensure that risks are not taken beyond the level at which the firm can absorb the losses of a probable worst outcome. VAR can be defined as the loss level that will not be exceeded with a certain confidence level during a certain period of time.
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